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PRN vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PRN vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco DWA Industrials Momentum ETF (PRN) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PRN achieves a 41.80% return, which is significantly higher than IBID's 2.46% return.


PRN

1D
0.59%
1M
6.86%
YTD
41.80%
6M
45.38%
1Y
65.12%
3Y*
36.96%
5Y*
20.18%
10Y*
18.51%

IBID

1D
0.08%
1M
0.49%
YTD
2.46%
6M
2.57%
1Y
4.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PRN vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
PRN
Invesco DWA Industrials Momentum ETF
41.80%13.74%30.35%15.15%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
2.46%5.66%4.71%2.61%

Correlation

The correlation between PRN and IBID is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (All Time)
Calculated using the full available price history since Sep 18, 2023

-0.00

Over the past year, the inverse relationship between PRN and IBID has strengthened: their correlation has moved from -0.00 to -0.21, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

PRN vs. IBID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PRN
PRN Risk / Return Rank: 7070
Overall Rank
PRN Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
PRN Sortino Ratio Rank: 6060
Sortino Ratio Rank
PRN Omega Ratio Rank: 6060
Omega Ratio Rank
PRN Calmar Ratio Rank: 8484
Calmar Ratio Rank
PRN Martin Ratio Rank: 7878
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9797
Overall Rank
IBID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9797
Omega Ratio Rank
IBID Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PRN vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco DWA Industrials Momentum ETF (PRN) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PRNIBIDDifference
Sharpe ratioReturn per unit of total volatility

-1.62

Sortino ratioReturn per unit of downside risk

-3.89

Omega ratioGain probability vs. loss probability

1.37

1.94

-0.57

Calmar ratioReturn relative to maximum drawdown

4.63

13.33

-8.70

Martin ratioReturn relative to average drawdown

15.45

39.52

-24.08

PRN vs. IBID - Sharpe Ratio Comparison

The current PRN Sharpe Ratio is 2.29, which is lower than the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of PRN and IBID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PRNIBIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

3.91

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

2.56

-2.03

Drawdowns

PRN vs. IBID - Drawdown Comparison

The maximum PRN drawdown since its inception was -59.88%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for PRN and IBID.


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Drawdown Indicators


PRNIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-1.28%

-58.60%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-0.36%

-13.79%

Max Drawdown (3Y)

Largest decline over 3 years

-30.78%

Max Drawdown (5Y)

Largest decline over 5 years

-34.84%

Max Drawdown (10Y)

Largest decline over 10 years

-36.27%

Current Drawdown

Current decline from peak

-0.47%

0.00%

-0.47%

Average Drawdown

Average peak-to-trough decline

-10.84%

-0.22%

-10.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.23%

0.12%

+4.11%

Volatility

PRN vs. IBID - Volatility Comparison

Invesco DWA Industrials Momentum ETF (PRN) has a higher volatility of 10.95% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that PRN's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.95%

0.32%

+10.63%

Volatility (6M)

Calculated over the trailing 6-month period

23.22%

0.80%

+22.42%

Volatility (1Y)

Calculated over the trailing 1-year period

28.66%

1.25%

+27.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.03%

2.25%

+22.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.17%

2.25%

+21.92%

PRN vs. IBID - Expense Ratio Comparison

PRN has a 0.60% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

PRN vs. IBID - Dividend Comparison

PRN's dividend yield for the trailing twelve months is around 0.11%, less than IBID's 3.66% yield.


PositionTTM20252024202320222021202020192018201720162015
IBID
iShares iBonds Oct 2027 Term TIPS ETF
3.66%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRN
Invesco DWA Industrials Momentum ETF
0.11%0.17%0.39%0.52%0.82%0.11%0.10%0.42%0.29%0.60%0.57%0.44%

Frequently Asked Questions


PRN and IBID have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PRN has higher volatility (10.95%) compared to IBID (0.32%). In terms of maximum drawdown, PRN dropped -59.88% vs IBID's -1.28%.

On 1-year performance, PRN leads with 65.12% vs 4.83% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, PRN has performed better with a 65.12% return vs 4.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.60% for PRN.

IBID has the higher dividend yield at 3.66%, compared with 0.11% for PRN.

PRN is categorized as Momentum, while IBID is Inflation-Protected Bonds. PRN tracks DWA Industrials Technical Leaders Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.60% for PRN and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.91 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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